An alternative semiparametric model for spatial panel data
DOI10.1007/S10260-019-00492-8zbMATH Open1458.62287OpenAlexW2979132527MaRDI QIDQ73641FDOQ73641
Authors: Roman Minguez, Roberto Basile, Maria Durban, Román Mínguez, María Durbán 
Publication date: 1 October 2019
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-019-00492-8
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Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
- Introduction to spatial econometrics.
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities
- Penalized regression with individual deviance effects
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Twenty years of P-splines (invited article)
- Weak and strong cross-section dependence and estimation of large panels
- Efficient two-dimensional smoothing with \(P\)-spline ANOVA mixed models and nested bases
- Asymptotic properties of penalized spline estimators
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Flexible smoothing with P-splines: a unified approach
- ON CONFIDENCE INTERVALS FOR GENERALIZED ADDITIVE MODELS BASED ON PENALIZED REGRESSION SPLINES
- Package for Calculating with B-Splines
- Inference in Generalized Additive Mixed Models by Using Smoothing Splines
- Title not available (Why is that?)
- P-spline ANOVA-type interaction models for spatio-temporal smoothing
- Sieve estimation of panel data models with cross section dependence
- Large panels with common factors and spatial correlation
- Recovery of inter-block information when block sizes are unequal
- Testing weak cross-sectional dependence in large panels
- Spatial Econometrics
- Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
- Panels with non-stationary multifactor error structures
- Estimation of spatial autoregressive panel data models with fixed effects
- Fast and compact smoothing on large multidimensional grids
Cited In (6)
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- pspatreg
- A new semiparametric spatial model for panel time series
- Automatic search intervals for the smoothing parameter in penalized splines
- A semiparametric panel data model with spatial-varying temporal effects
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